Giorgio Garziano <[email protected]> [Tue, Sep 22, 2015 at
10:24:25PM CEST]:
Hi,
to test randomness of time series whose values can only be +1 and -1, are all
following
randomness tests applicable or only a part of ?
I don't know the details of all those tests but the general problem is
that the alternative hypothesis of "non-randomness" is of infinite
dimension and thus not testable. It depends on which deviations from
randomness you are interested in. You may also want to look into
scan statistics but I presume that difference.sign.test() will be
sensitive in a similar direction.
--
Johannes Hüsing
http://derwisch.wikidot.com
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